JP Morgan Call 88 TSM 20.06.2025
/ DE000JB1LSU2
JP Morgan Call 88 TSM 20.06.2025/ DE000JB1LSU2 /
| 2024-08-01 10:37:51 AM |
Chg.+0.43 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.58EUR |
+6.01% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
88.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JB1LSU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.82 |
| Intrinsic value: |
6.52 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
6.52 |
| Time value: |
0.63 |
| Break-even: |
159.50 |
| Moneyness: |
1.74 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.50 |
| Spread %: |
-6.54% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
1.97 |
| Rho: |
0.61 |
Quote data
| Open: |
7.58 |
| High: |
7.58 |
| Low: |
7.58 |
| Previous Close: |
7.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
-9.33% |
| 3 Months |
|
|
+49.21% |
| YTD |
|
|
+197.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
7.15 |
| 1M High / 1M Low: |
10.12 |
6.87 |
| 6M High / 6M Low: |
10.12 |
3.41 |
| High (YTD): |
2024-07-11 |
10.12 |
| Low (YTD): |
2024-01-05 |
2.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.90% |
| Volatility 6M: |
|
92.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
